SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 02-May-2012
Day Change Summary
Previous Current
01-May-2012 02-May-2012 Change Change % Previous Week
Open 139.79 139.92 0.13 0.1% 136.54
High 141.66 140.46 -1.20 -0.8% 140.79
Low 139.63 139.46 -0.17 -0.1% 135.94
Close 140.74 140.33 -0.41 -0.3% 140.39
Range 2.03 1.00 -1.03 -50.7% 4.85
ATR 1.50 1.48 -0.02 -1.0% 0.00
Volume 138,779,438 121,027,164 -17,752,274 -12.8% 719,157,523
Daily Pivots for day following 02-May-2012
Classic Woodie Camarilla DeMark
R4 143.08 142.71 140.88
R3 142.08 141.71 140.61
R2 141.08 141.08 140.51
R1 140.71 140.71 140.42 140.90
PP 140.08 140.08 140.08 140.18
S1 139.71 139.71 140.24 139.90
S2 139.08 139.08 140.15
S3 138.08 138.71 140.06
S4 137.08 137.71 139.78
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 153.59 151.84 143.06
R3 148.74 146.99 141.72
R2 143.89 143.89 141.28
R1 142.14 142.14 140.83 143.02
PP 139.04 139.04 139.04 139.48
S1 137.29 137.29 139.95 138.17
S2 134.19 134.19 139.50
S3 129.34 132.44 139.06
S4 124.49 127.59 137.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.66 138.81 2.85 2.0% 1.25 0.9% 53% False False 126,924,473
10 141.66 135.94 5.72 4.1% 1.18 0.8% 77% False False 143,557,033
20 141.66 135.76 5.90 4.2% 1.33 0.9% 77% False False 148,902,490
40 142.21 134.93 7.28 5.2% 1.22 0.9% 74% False False 143,317,349
60 142.21 133.64 8.57 6.1% 1.17 0.8% 78% False False 144,754,342
80 142.21 127.41 14.80 10.5% 1.17 0.8% 87% False False 143,376,586
100 142.21 120.03 22.18 15.8% 1.27 0.9% 92% False False 149,166,723
120 142.21 116.20 26.01 18.5% 1.40 1.0% 93% False False 161,168,723
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144.71
2.618 143.08
1.618 142.08
1.000 141.46
0.618 141.08
HIGH 140.46
0.618 140.08
0.500 139.96
0.382 139.84
LOW 139.46
0.618 138.84
1.000 138.46
1.618 137.84
2.618 136.84
4.250 135.21
Fisher Pivots for day following 02-May-2012
Pivot 1 day 3 day
R1 140.21 140.56
PP 140.08 140.48
S1 139.96 140.41

These figures are updated between 7pm and 10pm EST after a trading day.

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